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(More customer reviews)As other posts have said, this book's main strength is that it gathers together methods from a variety of technical articles and puts them in one nice place. From that standpoint, it is a nice entry point into the field of performance attribution & to survey the landscape, as it were. It is clear & concise. But it doesn't have sophisticated or advanced treatment of any one subject.
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Investment Performance Attribution involves identifying and quantifying those activities that increase investment return above a given benchmark--and is the hottest topic in institutional investing today. Investment Performance Attribution is the first book to provide clear and in-depth coverage of how and when to use the varying forms of attribution. It makes necessarily high-level attribution mathematics accessible, and will become an essential reference for professional money managers and institutional investors.
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